Random Variable:- A random variable 𝑋 (Stochastic variable / Variate ) on a sample space 𝑆 is a

function 𝑋: 𝑆 ⟶ 𝑅 that assigns a real number 𝑋(𝑠) to each 𝑠 𝜖 𝑆.

Ex:- 1. Consider tossing a coin twice.

Then sample space 𝑆 = { 𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇 }

Define 𝑋(𝐻𝐻) = 0, 𝑋(𝐻𝑇) = 𝑋(𝑇𝐻) = 1, 𝑋(𝑇𝑇) = 2

2. Consider throwing a pair of dice.

Then sample space 𝑆 = { (1,1), (1,2), (1,3), ⋯ ⋯ ⋯ (6,6) }

Define 𝑋(𝑎, 𝑏) = 𝑎 + 𝑏 for each (𝑎, 𝑏) ∈ 𝑆

Types of Random variables: There are two types of random variables given by

1) Discrete random variable

2) Continuous random variable

Discrete random variable:- A random variable 𝑋 which can take only a finite number of discrete values

is called a discrete random variable.

Ex:- Consider throwing a pair of dice.

Then sample space 𝑆 = { (1,1), (1,2), (1,3), ⋯ ⋯ ⋯ (6,6) }

Define 𝑋: 𝑆 ⟶ 𝑅 by 𝑋(𝑎, 𝑏) = 𝑚𝑖𝑛 {𝑎, 𝑏} for each (𝑎, 𝑏) ∈ 𝑆

Continuous random variable:- A random variable 𝑋 which can take any value ( i.e. an infinite number

of values) is called a continuous random variable.

Ex:- The age of students between 20 and 25..

Then sample space 𝑆 = { (1,1), (1,2), (1,3), ⋯ ⋯ ⋯ (6,6) }

i.e 𝑋(𝑠) = {𝑥 | 20 ≤ 𝑥 ≤ 25}

Notation:

𝑃(𝑋 = 𝑎) ∶ Probability of the event 𝑋 assuming a value equal to 𝑎

𝑃(𝑋 ≤ 𝑎) ∶ Probability of the event 𝑋 assuming any value less than or equal to 𝑎

K.KIRAN KUMAR 1
 𝑃(𝑎 < 𝑋 < 𝑏) ∶ Probability of the event 𝑋 assuming any value between 𝑎 and 𝑏

𝑃(𝑋 > 𝑎) ∶ Probability of the event 𝑋 assuming any value greater than 𝑎

𝑷(𝑿 > 𝒂) = 𝟏 − 𝑷(𝑿 ≤ 𝒂)

Probability distribution function:- A formula which represents all the probability of events of values of
random variable defined on sample space is known as probability distrubution function.

The function 𝐹(𝑥) defined by 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = 𝑃{ 𝑠 | 𝑋(𝑠) ≤ 𝑥 }

Discrete Probability distribution:- Let 𝑋 be a discrete random variable with possible outcomes

𝑥1 , 𝑥2 , ⋯ ⋯ ⋯ The probability of each outcome 𝑥𝑖 is 𝑃(𝑋 = 𝑥𝑖 ) = 𝑝𝑖 = 𝑝(𝑥𝑖 ) for 𝑖 = 1,2, ⋯ ⋯ such

that i) 𝑝(𝑥𝑖 ) ≥ 0

ii) ∑ 𝑝(𝑥𝑖 ) = 1 then the function 𝑝 is called the probability mass function of the random

variable 𝑋 and the set { 𝑝(𝑥𝑖 ) } is called the discrete probability distribution of the discrete random

variable 𝑋.

Discrete distribution function(Cumulative distributive function):-

Let 𝑋 be a discrete random variable on the sample space 𝑆 then the discrete distribution function 𝐹(𝑥)
defined by 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∑𝑥𝑖 ≤𝑥 𝑝(𝑥𝑖 )

Problem: A random variable 𝑋 has the following probability function:

𝑥 0 1 3 4 5 6 7
2 2
𝑝(𝑥) 0 𝑘 2𝑘 2𝑘 3𝑘 𝑘 7𝑘 + 𝑘

i) Find the value of 𝑘

ii) Evaluate 𝑃(𝑋 < 6) , 𝑃(𝑋 ≥ 6) , 𝑃(0 < 𝑋 < 5)

Solution: Given 𝑋 is a random variable with the probability function.

i) We know that ∑ 𝑝(𝑥𝑖 ) = 1

⟹ ∑ 0 + 𝑘 + 2𝑘 + 2𝑘 + 3𝑘 + 𝑘 2 + 7𝑘 2 + 𝑘 = 1

⟹ 8𝑘 2 + 9𝑘 = 1

⟹ 8𝑘 2 + 9𝑘 − 1 = 0

⟹ 𝑘 = 0.102

K.KIRAN KUMAR 2
 ii) 𝑃(𝑋 < 6) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 3) + 𝑃(𝑋 = 4) + 𝑃(𝑋 = 5)

= 0 + 𝑘 + 2𝑘 + 2𝑘 + 3𝑘

= 8𝑘

= 8(0.102) = 0.816

𝑃(𝑋 ≥ 6) = 1 − 𝑃(𝑋 < 6)

= 1 − 0.816 = 0.184

𝑃(0 < 𝑋 < 5) = 𝑃(𝑋 = 1) + 𝑃(𝑋 = 3) + 𝑃(𝑋 = 4)

= 𝑘 + 2𝑘 + 2𝑘

= 5𝑘

= 5(0.102) = 0.510

Problem: Let 𝑋 denote the heads in a single toss of four fair coins. Determine 𝑃(𝑋 < 2) , 𝑃(1 < 𝑋 ≤ 3)

4
Solution: We know that, when a coin is tossed 4 times, 𝑆 contains 2 = 16 elements.

Let 𝑃(𝑥) denote the probability of outcome 𝑥.

Then the probability distribution is given by the following table:

𝑥 0 1 2 3 4
1 4 6 4 1
𝑝(𝑥)
16 16 16 16 16

𝑃(𝑋 < 2) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1)

1 4 5
= + =
16 16 16

𝑃(1 < 𝑋 ≤ 3) = 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3)

6 4 10 5
= + = =
16 16 16 8

Expectation:- Let 𝑋 be a random variable assumes the values 𝑥1 , 𝑥2 , ⋯ ⋯ ⋯ 𝑥𝑛 with the respective

probabilities 𝑝1 , 𝑝2 , ⋯ ⋯ ⋯ , 𝑝𝑛 . Then the expectation or expected value of 𝑋 denoted by 𝐸(𝑋) is defined

as 𝐸(𝑋) = ∑𝑛𝑖=1 𝑝𝑖 𝑥𝑖

Note:- 1. 𝐸(𝑋 𝑟 ) = ∑𝑛 𝑟
𝑖=1 𝑝𝑖 𝑥𝑖

2. 𝐸[𝑔(𝑥)] = ∑𝑛
𝑖=1 𝑝𝑖 𝑔(𝑥𝑖 )

K.KIRAN KUMAR 3
Mean:- The mean value 𝜇 of the discrete distribution function is given by 𝜇 = ∑ 𝑝𝑖 𝑥𝑖 = 𝐸(𝑋).

Variance:- The variance 𝜎 2 of the discrete distribution function is given by

𝜎 2 = 𝐸[(𝑋 − 𝜇)2 ] = 𝐸[𝑋 2 ] − 𝐸[𝑋]2 = 𝐸[𝑋 2 ] − 𝜇 2

Standard deviation:- The standard deviation is the positive root of the variance and is denoted by 𝜎.

Properties: 1. 𝐸(𝑎𝑋 + 𝑏𝑌) = 𝑎. 𝐸(𝑋) + 𝑏. 𝐸(𝑌) , where 𝑎, 𝑏 are constants

2. 𝑉(𝑎𝑋 + 𝑏) = 𝑎2 . 𝑉(𝑋) , where 𝑎, 𝑏 are constants

3. 𝑉(𝑎𝑋) = 𝑎2 . 𝑉(𝑋) , where 𝑎 is a constant

4. 𝑉(𝑎) = 0 , where 𝑎 is a constant

Problem: Two dice are thrown. Let 𝑋 assign to each point (𝑎, 𝑏) in 𝑆 is the maximum of its numbers.

Find the probability distribution. Also, find the mean and variance of the distribution.

Solution: We know that when two dice are thrown, 𝑆 contains 36 elements given by

(1,1), (1,2), (1,3), (1,4), (1,5), (1,6),

(2,1), (2,2), (2,3), (2,4), (2,5), (2,6),
(3,1), (3,2), (3,3), (3,4), (3,5), (3,6),
𝑆=
(4,1), (4,2), (4,3), (4,4), (4,5), (4,6),
(5,1), (5,2), (5,3), (5,4), (5,5), (5,6),
{ (6,1), (6,2), (6,3), (6,4), (6,5), (6,6) }

Let 𝑋 be the random variable defined on 𝑆 by 𝑋(𝑎, 𝑏) = 𝑚𝑎𝑥{𝑎, 𝑏} for each (𝑎, 𝑏) ∈ 𝑆.

Let 𝑃(𝑋 = 𝑟) denotes the probability of getting a maximum number 𝑟.

1
𝑃(𝑋 = 1) = Probability of getting a maximum number 1 = 𝑃{(1,1)} =
36
3
𝑃(𝑋 = 2) = Probability of getting a maximum number 2 = 𝑃{(1,2), (2,1), (2,2)} =
36

𝑃(𝑋 = 3) = Probability of getting a maximum number 3

5
= 𝑃{(1,3), (2,3), (3,3), (3,1), (3,2)} =
36

𝑃(𝑋 = 4) = Probability of getting a maximum number 4

7
= 𝑃{(1,4), (2,4), (3,4), (4,4), (4,1), (4,2), (4,3)} =
36

𝑃(𝑋 = 5) = Probability of getting a maximum number 5

K.KIRAN KUMAR 4
 9
= 𝑃{(1,5), (2,5), (3,5), (4,5), (5,5), (5,1), (5,2), (5,3), (5,4)} =
36

𝑃(𝑋 = 6) = Probability of getting a maximum number 5

11
= 𝑃{(1,6), (2,6), (3,6), (4,6), (5,6), (6,6), (6,1), (6,2), (6,3), (6,4), (6,5)} =
36

𝑋=𝑟 1 2 3 4 5 6
1 3 5 7 9 11
𝑃(𝑋 = 𝑟)
36 36 36 36 36 36

1 3 5 7 9 11
Mean, 𝜇 = ∑ 𝑝𝑖 𝑥𝑖 = 1 (36) + 2 (36) + 3 (36) + 4 (36) + 5 (36) + 6 (36)

1 6 15 28 45 66 161
= + + + + + = = 4.4722
36 36 36 36 36 36 36

Variance, 𝜎 2 = 𝐸[𝑋 2 ] − 𝜇 2 = ∑ 𝑝𝑖 𝑥𝑖2 − 𝜇 2

1 22
3 2
5 2
7 2
9 2
11 161 2
=1 ( )+2 ( )+3 ( )+4 ( )+5 ( )+6 ( )−( )
36 36 36 36 36 36 36

1 3 5 7 9 11 161 2
= 1 ( ) + 4 ( ) + 9 ( ) + 16 ( ) + 25 ( ) + 36 ( ) − ( )
36 36 36 36 36 36 36

1 12 45 112 225 396 161 2

= + + + + + −( )
36 36 36 36 36 36 36

791 161 2
= −( ) = 1.9715
36 36

Problem: Two dice are thrown. Let 𝑋 assign to each point (𝑎, 𝑏) in 𝑆 is the minimum of its numbers.

Find the probability distribution. Also, find the mean and variance of the distribution

Problem: A random variable 𝑋 has the following probability function:

𝑥 0 1 2 3 4 5 6 7
2 2 2
𝑝(𝑥) 0 𝑘 2𝑘 2𝑘 3𝑘 𝑘 2𝑘 7𝑘 + 𝑘

i) Find the value of 𝑘

ii) Evaluate 𝑃(𝑋 < 6) , 𝑃(𝑋 ≥ 6) , 𝑃(0 < 𝑋 < 5)

iii) Determine mean, variance

iv) Determine the distribution function of 𝑋, 𝐹(𝑋).

K.KIRAN KUMAR 5
Solution: Given 𝑋 is a random variable with the probability function.

i) We know that ∑ 𝑝(𝑥𝑖 ) = 1

⟹ ∑ 0 + 𝑘 + 2𝑘 + 2𝑘 + 3𝑘 + 𝑘 2 + 2𝑘 2 + 7𝑘 2 + 𝑘 = 1

⟹ 10𝑘 2 + 9𝑘 = 1

⟹ 10𝑘 2 + 9𝑘 − 1 = 0

⟹ (10𝑘 − 1)(𝑘 + 1) = 0

1
⟹𝑘=
10

ii) 𝑃(𝑋 < 6) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3) + 𝑃(𝑋 = 4) + 𝑃(𝑋 = 5)

= 0 + 𝑘 + 2𝑘 + 2𝑘 + 3𝑘 + 𝑘 2

= 𝑘 2 + 8𝑘

1 2 1
= ( ) + 8 ( ) = 0.01 + 8(0.1) = 0.81
10 10

𝑃(𝑋 ≥ 6) = 1 − 𝑃(𝑋 < 6)

= 1 − 0.81 = 0.19

𝑃(0 < 𝑋 < 5) = 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3) + 𝑃(𝑋 = 4)

= 𝑘 + 2𝑘 + 2𝑘 + 3𝑘

= 8𝑘

= 8(0.1) = 0.8

iii) Mean, 𝜇 = ∑ 𝑝𝑖 𝑥𝑖 = 0(0) + 1(𝑘) + 2(2𝑘) + 3(2𝑘) + 4(3𝑘) + 5(𝑘 2 ) + 6(2𝑘 2 ) + 7(7𝑘 2 + 𝑘)

= 0 + 𝑘 + 4𝑘 + 6𝑘 + 12𝑘 + 5𝑘 2 + 12𝑘 2 + 49𝑘 2 + 7𝑘

= 66𝑘 2 + 30𝑘
1 2 1 66 30 366
= 66 ( ) + 30 ( ) = + = = 3.66
10 10 100 10 100

Variance, 𝜎 2 = 𝐸[𝑋 2 ] − 𝜇 2 = ∑ 𝑝𝑖 𝑥𝑖2 − 𝜇 2

= 02 (0) + 12 (𝑘) + 22 (2𝑘) + 32 (2𝑘) + 42 (3𝑘) + 52 (𝑘 2 ) + 62 (2𝑘 2 ) + 72 (7𝑘 2 + 𝑘) − 𝜇 2

= 1(𝑘) + 4(𝑘) + 9(2𝑘) + 16(3𝑘) + 25(𝑘 2 ) + 36(2𝑘 2 ) + 49(7𝑘 2 + 𝑘) − 𝜇 2

K.KIRAN KUMAR 6
 = 440𝑘 2 + 124𝑘 − 𝜇 2

1 1 366 2
= 440 ( ) + 124 ( ) − ( ) = 3.4044
100 10 100

iv) 𝑥 𝐹(𝑋) = 𝑃(𝑋 ≤ 𝑥)

0 0
1 0 + 𝑘 = 𝑘 = 0.1
2 0 + 𝑘 + 2𝑘 = 3𝑘 = 0.3
3 0 + 𝑘 + 2𝑘 + 2𝑘 = 5𝑘 = 0.5
4 0 + 𝑘 + 2𝑘 + 2𝑘 + 3𝑘 = 8𝑘 = 0.8
5 0 + 𝑘 + 2𝑘 + 2𝑘 + 3𝑘 + 𝑘 2 = 𝑘 2 + 8𝑘 = 0.81
6 0 + 𝑘 + 2𝑘 + 2𝑘 + 3𝑘 + 𝑘 2 + 2𝑘 2 = 3𝑘 2 + 8𝑘 = 0.83
7 0 + 𝑘 + 2𝑘 + 2𝑘 + 3𝑘 + 𝑘 2 + 2𝑘 2 + 7𝑘 2 + 𝑘 = 10𝑘 2 + 9𝑘 = 1

Problem: A random variable 𝑋 has the following probability function:

𝑥 0 1 2 3 4 5 6
𝑝(𝑥) 𝑘 3𝑘 5𝑘 7𝑘 9𝑘 11𝑘 13𝑘

i) Find 𝑃(𝑋 < 4) , 𝑃(𝑋 ≥ 5) , 𝑃(3 < 𝑋 ≤ 6)

ii) What will be the minimum value of 𝑘 such that 𝑃(𝑋 ≤ 𝑘) > 3

Solution: Given 𝑋 is a random variable with the probability function.

We know that ∑ 𝑝(𝑥𝑖 ) = 1

⟹ ∑ 𝑘 + 3𝑘 + 5𝑘 + 7𝑘 + 9𝑘 + 11𝑘 + 13𝑘 = 1

⟹ 49𝑘 = 1

1
⟹𝑘=
49

i) 𝑃(𝑋 < 4) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3)

= 𝑘 + 3𝑘 + 5𝑘 + 7𝑘

16
= 16𝑘 =
49

𝑃(𝑋 ≥ 5) = 𝑃(𝑋 = 5) + 𝑃(𝑋 = 6)

= 11𝑘 + 13𝑘

24
= 24𝑘 =
49

K.KIRAN KUMAR 7
 𝑃(3 < 𝑋 ≤ 6) = 𝑃(𝑋 = 4) + 𝑃(𝑋 = 5) + 𝑃(𝑋 = 6)

= 9𝑘 + 11𝑘 + 13𝑘

33
= 33𝑘 =
49

Mean, 𝜇 = ∑ 𝑝𝑖 𝑥𝑖 = 0(𝑘) + 1(3𝑘) + 2(5𝑘) + 3(7𝑘) + 4(9𝑘) + 5(11𝑘) + 6(13𝑘)

= 0 + 3𝑘 + 10𝑘 + 21𝑘 + 36𝑘 + 55𝑘 + 78𝑘

203
= 203𝑘 = = 4.1429
49

Variance, 𝜎 2 = 𝐸[𝑋 2 ] − 𝜇 2 = ∑ 𝑝𝑖 𝑥𝑖2 − 𝜇 2

= 02 (𝑘) + 12 (3𝑘) + 22 (5𝑘) + 32 (7𝑘) + 42 (9𝑘) + 52 (11𝑘) + 62 (13𝑘) − 𝜇 2

= 0 + 1(3𝑘) + 4(5𝑘) + 9(7𝑘) + 16(9𝑘) + 25(11𝑘) + 36(13𝑘) − 𝜇 2

= 973𝑘 − 𝜇 2

1 203 2 6468
= 973 ( ) − ( ) = = 2.6939
49 49 2401
9
ii) 𝑃(𝑋 ≤ 2) = 𝑘 + 3𝑘 + 5𝑘 = 9𝑘 = 49 > 3

The minimum value of 𝑘 is 2.

Continuous Probability distribution:- The probability distribution of a continuous variate 𝑋 is defined by

1 1
𝑓(𝑥) such that the probability of the variate 𝑋 falling in the small interval 𝑥 − 2 𝑑𝑥 to 𝑥 + 2 𝑑𝑥 is 𝑓(𝑥)𝑑𝑥.

1 1
Symbolically, it can be expressed as 𝑃 (𝑥 − 2 𝑑𝑥 ≤ 𝑥 ≤ 𝑥 + 2 𝑑𝑥) = 𝑓(𝑥)𝑑𝑥. Then 𝑓(𝑥) is called the

probability density function and the the continuous curve 𝑓(𝑥) is called the probability curve.

Properties: 1. 𝑓(𝑥) ≥ 0 ∀𝑥 ∈ 𝑅
∞
2. ∫−∞ 𝑓(𝑥) 𝑑𝑥 = 1.

Cumulative distributive function:-

Let 𝑋 be a continuous random variable then the cumulative distribution function 𝐹(𝑥)

K.KIRAN KUMAR 8
 𝑥
defined by 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∫−∞ 𝑓(𝑥) 𝑑𝑥

Note:- 1. 𝐹(−∞) = 0 , 𝐹(∞) = 0

𝑏
2. 𝑃(𝑎 ≤ 𝑥 ≤ 𝑏) = ∫𝑎 𝑓(𝑥) 𝑑𝑥

 Let 𝑓(𝑥) be the probability density function of the random variable 𝑋. Then
∞
Expectation:- 𝐸(𝑋) = ∫−∞ 𝑓(𝑥) 𝑑𝑥
∞
Mean:- 𝜇 = 𝐸(𝑋) = ∫−∞ 𝑓(𝑥) 𝑑𝑥.

Variance:- 𝜎 2 = 𝐸[(𝑋 − 𝜇)2 ] = 𝐸[𝑋 2 ] − 𝐸[𝑋]2 = 𝐸[𝑋 2 ] − 𝜇2

∞
i.e. 𝜎 2 = ∫−∞ 𝑥 2 𝑓(𝑥) 𝑑𝑥 − 𝜇 2

Standard deviation:- The standard deviation is the positive root of the variance and is denoted by 𝜎.

Median:- Median, 𝑀 is the point which divides the entire distribution into two equal parts.
𝑀 ∞ 1
i.e. ∫−∞ 𝑓(𝑥) 𝑑𝑥 = ∫𝑀 𝑓(𝑥) 𝑑𝑥 = 2

Mode:- Mode is the value of 𝑥 for which 𝑓(𝑥) is maximum.

Problem: If a random variable has the probability density function 𝑓(𝑥) as which

2𝑒 −2𝑥 , for 𝑥 > 0

𝑓(𝑥) = { . Find the probabilities that it will take on a value
0, for 𝑥 ≤ 0

a) between 1 and 3 b) greater than 0.5

2𝑒 −2𝑥 , for 𝑥 > 0

Solution: Given 𝑓(𝑥) is the probability density function given by 𝑓(𝑥) = {
0, for 𝑥 ≤ 0

3
a) Probability that a variate takes a value between 1 and 3 is 𝑃(1 ≤ 𝑋 ≤ 3) = ∫1 𝑓(𝑥) 𝑑𝑥

3 3
−2𝑥
𝑒 −2𝑥
= ∫ 2𝑒 𝑑𝑥 = 2 [ ] = −(𝑒 −6 − 𝑒 −2 ) = 0.1329
−2 1
1

∞
b) Probability that a variate takes a value greater than 0.5 is 𝑃(𝑋 > 0.5) = ∫0.5 𝑓(𝑥) 𝑑𝑥

∞ ∞
−2𝑥
𝑒 −2𝑥
= ∫ 2𝑒 𝑑𝑥 = 2 [ ] = −(0 − 𝑒 −1 ) = 𝑒 −1 = 0.3679
−2 0.5
0.5

K.KIRAN KUMAR 9
 0, for 𝑥 < 2
1
Problem: Is the function defined by 𝑓(𝑥) = {18 (2𝑥 + 3), 2 ≤ 𝑥 ≤ 4 a probability density function?
0, for 𝑥 > 4
Find the probability that a variate having 𝑓(𝑥) as density function will fall in the interval [2,3].

0, for 𝑥 < 2
1
Solution: Given 𝑓(𝑥) = {18 (2𝑥 + 3), 2 ≤ 𝑥 ≤ 4
0, for 𝑥 > 4

∞ 4 1
Consider ∫−∞ 𝑓(𝑥) 𝑑𝑥 = ∫2 (2𝑥 + 3) 𝑑𝑥
18

4
1
= ∫(2𝑥 + 3) 𝑑𝑥
18
2

4
1 𝑥2 1
= [2 + 3𝑥] = (28 − 10) = 1
18 2 2
18

⟹ 𝑓(𝑥) is a probability density function.

3
Probability that a variate takes a value between 2 and 3 is 𝑃(2 ≤ 𝑋 ≤ 3) = ∫2 𝑓(𝑥) 𝑑𝑥

3
1
=∫ (2𝑥 + 3) 𝑑𝑥
18
2

3
1 𝑥2 1 4
= [2 + 3𝑥] = (18 − 10) =
18 2 2
18 9

Problem: For the continuous random variable 𝑋 has the probability density function 𝑓(𝑥) given by

𝑐𝑥(2 − 𝑥), for 0 ≤ 𝑥 ≤ 3

𝑓(𝑥) = { . Find mean and variance of 𝑋.
0, otherwise

𝑐𝑥(2 − 𝑥), for 0 ≤ 𝑥 ≤ 2

Solution: Given 𝑓(𝑥) is the probability density function given by 𝑓(𝑥) = {
0, otherwise

First, we determine the constant 𝑐.

∞
Since, 𝑓(𝑥) is probability density function, we have ∫−∞ 𝑓(𝑥) 𝑑𝑥 = 1

⟹ ∫ 𝑐𝑥(2 − 𝑥) 𝑑𝑥 = 1
0

K.KIRAN KUMAR 10
 2

⟹ 𝑐 ∫(2𝑥 − 𝑥 2 ) 𝑑𝑥 = 1
0

2
𝑥2 𝑥3
⟹ 𝑐 [2 − ] = 1
2 3 0

8 4𝑐 3
⟹ 𝑐 (4 − ) = 1 ⟹ =1⟹𝑐=
3 3 4
∞
Mean of 𝑋 is 𝜇 = ∫−∞ 𝑥𝑓(𝑥) 𝑑𝑥

= ∫ 𝑥 ⋅ 𝑐𝑥(2 − 𝑥) 𝑑𝑥
0

2
3
= ∫ 𝑥 2 ⋅ (2 − 𝑥) 𝑑𝑥
4
0

2
3
= ∫(2𝑥 2 − 𝑥 3 ) 𝑑𝑥
4
0

2
3 𝑥3 𝑥4 3 16 16 3 16
= [2 − ] = ( − ) = ( ) = 1
4 3 4 0 4 3 4 4 12

∞
Variance of 𝑋 is 𝜎 2 = ∫−∞ 𝑥 2 𝑓(𝑥) 𝑑𝑥 − 𝜇 2

= ∫ 𝑥 2 ⋅ 𝑐𝑥(2 − 𝑥) 𝑑𝑥 − 𝜇 2
0

2
3
= ∫ 𝑥 3 ⋅ (2 − 𝑥) 𝑑𝑥 − 12
4
0

2
3
= ∫(2𝑥 3 − 𝑥 4 ) 𝑑𝑥 − 1
4
0

2
3 𝑥4 𝑥5 3 32 32 3 32 6 1
= [2 − ] − 1 = ( − ) − 1 = ( ) − 1 = − 1 = = 0.2
4 4 5 0 4 4 5 4 20 5 5

K.KIRAN KUMAR 11
Problem: For the continuous random variable 𝑋 has the probability density function 𝑓(𝑥) given by
1
𝑠𝑖𝑛 𝑥 , for 0 ≤ 𝑥 ≤ 𝜋
𝑓(𝑥) = {2 . Find mean, variance, mode and median of 𝑋.
0, otherwise
1
𝑠𝑖𝑛 𝑥 , for 0 ≤ 𝑥 ≤ 𝜋
Solution: Given 𝑓(𝑥) is the probability density function given by 𝑓(𝑥) = {2
0, otherwise

∞
a) Mean of 𝑋 is 𝜇 = ∫−∞ 𝑥𝑓(𝑥) 𝑑𝑥
𝜋
1
= ∫ 𝑥 ( 𝑠𝑖𝑛 𝑥) 𝑑𝑥
2
0

𝜋
1
= ∫ 𝑥 𝑠𝑖𝑛 𝑥 𝑑𝑥
2
0

1 1 𝜋
= [𝑥(− 𝑐𝑜𝑠 𝑥) − 1 ⋅ (− 𝑠𝑖𝑛 𝑥)]𝜋0 = (𝜋 − 0) =
2 2 2
∞
b) Variance of 𝑋 is 𝜎 2 = ∫−∞ 𝑥 2 𝑓(𝑥) 𝑑𝑥 − 𝜇 2
𝜋
1
= ∫ 𝑥 2 ( 𝑠𝑖𝑛 𝑥) 𝑑𝑥 − 𝜇 2
2
0

𝜋
1
= ∫ 𝑥 2 𝑠𝑖𝑛 𝑥 𝑑𝑥 − 𝜇 2
2
0

1 2 𝜋 2
= [𝑥 (− 𝑐𝑜𝑠 𝑥) − (2𝑥) ⋅ (− 𝑠𝑖𝑛 𝑥) + 2(𝑐𝑜𝑠 𝑥)]𝜋0 − ( )
2 2
1 2 𝜋2 𝜋2 𝜋2 𝜋2
= (𝜋 − 2 + 2) − = − =
2 4 2 4 2

c) Let M be the median of the distribution.

𝑀 ∞ 1
i.e. ∫−∞ 𝑓(𝑥) 𝑑𝑥 = ∫𝑀 𝑓(𝑥) 𝑑𝑥 = 2

𝑀 𝜋 1
i.e. ∫0 𝑓(𝑥) 𝑑𝑥 = ∫𝑀 𝑓(𝑥) 𝑑𝑥 = 2

𝑀 1
Consider ∫0 𝑓(𝑥) 𝑑𝑥 = 2

𝑀
1 1
⟹ ∫ 𝑠𝑖𝑛 𝑥 𝑑𝑥 =
2 2
0

K.KIRAN KUMAR 12
 𝑀

⟹ ∫ 𝑠𝑖𝑛 𝑥 𝑑𝑥 = 1
0

⟹ [− 𝑐𝑜𝑠 𝑥]𝑀
0 =1

𝜋
⟹ 1 + 𝑐𝑜𝑠 𝑀 = 1 ⟹ 𝑐𝑜𝑠 𝑀 = 0 ⟹ 𝑀 =
2

d) Mode is the value of 𝑥 for which 𝑓(𝑥) is maximum.

𝜋
𝑓 ′ (𝑥) = 𝑐𝑜𝑠 𝑥 = 0 ⟹ 𝑥 =
2

Then [𝑓 ′′ (𝑥)]𝑥=𝜋 = (− 𝑠𝑖𝑛 𝑥)𝑥=𝜋 = −1 < 0

2 2

𝜋
∴𝑥= is the mode of the distribution.
2

Problem: For the continuous random variable 𝑋 has the probability density function 𝑓(𝑥) given by

𝑘(1 − 𝑥 2 ), for 0 < 𝑥 < 1

𝑓(𝑥) = { . Find the constant 𝑘, mean and variance of 𝑋.
0, otherwise
3 3 19
𝑘 = 2 , 𝜇 = 8 , 𝜎 2 = 320
Ans:
Problem: For the continuous random variable 𝑋 has the probability density function 𝑓(𝑥) given by

𝑘𝑥(𝑥 − 1), for 1 ≤ 𝑥 ≤ 4

𝑓(𝑥) = { . Find mean and variance of 𝑋.
0, otherwise

Binomial Distribution:- A random variable 𝑋 has a binomial distribution if it assumes only non-negative

𝑛
( ) 𝑝𝑟 𝑞 𝑛−𝑟 for 𝑟 = 0,1,2, ⋯ ⋯ , 𝑛
values and its probability distribution is given by 𝑃(𝑋 = 𝑟) = 𝑝(𝑟) = { 𝑟
0, otherwise

Note:- 𝑝 ∶ Probabbility of success , 𝑞 ∶ Probabbility of failure and 𝑞 = 1 − 𝑝

For Binomial distribution;
Mean:- 𝜇 = 𝑛𝑝

Variance:- 𝜎 2 = 𝑛𝑝𝑞

Standard deviation:- 𝜎 = √𝑛𝑝𝑞

Problem: Out of 800 families with 5 children each, how many would you expect to have,

K.KIRAN KUMAR 13
 a) 3 Boys b) 5 Girls c) either 2 or 3 boys.

Assume equal probabilities for boys and girls.

Solution: Here number of families, 𝑁 = 800.

1
𝑛 = 5, 𝑝 = 𝑞 = 2
Let 𝑝(𝑟) denotes the probability that the family has 𝑟 boys out of 5 children.

5
a) Probability of one family contains 3 boys, 𝑝(3) = ( ) 𝑝3 𝑞 5−3
3

1 3 1 2 5
= 10 ( ) ( ) = = 0.3125
2 2 16

5
b) Probability of one family contains 5 girls, 𝑝(0) = ( ) 𝑝0 𝑞 5−0
0
1 0 1 5 1
=( ) ( ) =
2 2 32

5 5
c) Probability of one family contains either 2 or 3 boys, 𝑝(2) + 𝑝(3) = ( ) 𝑝2 𝑞 5−2 + ( ) 𝑝3 𝑞 5−3
2 3

1 2 1 3 1 3 1 2
= 10 ( ) ( ) + 10 ( ) ( )
2 2 2 2

5 5 10 5
= + = =
16 16 16 8
5
Out of 800 families, 800 ⋅ 𝑝(3) = 800 ⋅ 16 = 250 families
1
800 ⋅ 𝑝(0) = 800 ⋅ = 25 families
32
5
800 ⋅ [𝑝(2) + 𝑝(3)] = 800 ⋅ 8 = 500 families.

Problem: In binomial distribution, 5 independent trials probability of 1 and 2 successes are 0.4096 and

0.2048. Then find 𝑝 and 𝑞.

Solution: Here 𝑛 = 5.

Let 𝑝(𝑟) denotes the probability 𝑟 successes.

5
Probability of one success, 𝑝(1) = ( ) 𝑝1 𝑞 5−1 = 0.4096
1

⟹ 5𝑝𝑞 4 = 0.4096
5
Probability of two successes, 𝑝(2) = ( ) 𝑝2 𝑞 5−2 = 0.2048
2
⟹ 10𝑝2 𝑞 3 = 0.2048

K.KIRAN KUMAR 14
 10𝑝2 𝑞 3 0.2048
Now, =
5𝑝𝑞 4 0.4096

2𝑝 1
⟹ =
𝑞 2

⟹ 4𝑝 = 𝑞 = 1 − 𝑝

⟹ 5𝑝 = 1
1 4
⟹ 𝑝 = 5 and 𝑞 = 1 − 𝑝 = 5.
Problem: Two dice are thrown 5 times. If getting a doublet is a success, find the probability that getting
the success at least once.

Solution: Here 𝑛 = 5.

6 1
When two dice are thrown, the probability of getting a doublet is a success, 𝑝 = 36 = 6.

1 5
Then, 𝑞 = 1 − 𝑝 = 1 − 6 = 6

Probability of getting the success at least once is 𝑃(𝑋 ≥ 1) = 1 − 𝑃(𝑋 = 0)

5
= 1 − ( ) 𝑝0 𝑞 5−0
0

5 5
= 1 − 𝑞 5 = 1 − ( ) = 0.5981
6
4
Problem: The mean and variance of a binomial distribution are 4 and 3. Find 𝑃(𝑋 ≥ 2)

Solution: We know that in binomial distribution, mean = np, variance = 𝑛𝑝𝑞

4
Given np = 4, 𝑛𝑝𝑞 =
3

4
𝑛𝑝𝑞 3
Consider =
𝑛𝑝 4

1 1 2
⟹𝑞=3 and 𝑝 =1−𝑞 =1− =
3 3

∴ 𝑃(𝑋 ≥ 2) = 1 − 𝑃(𝑋 = 0) − 𝑃(𝑋 = 1)

5 5
= 1 − ( ) 𝑝 0 𝑞 5 − ( ) 𝑝1 𝑞 4
0 1

1 5 2 1 4
= 1 − ( ) − 5 ( ) ( ) = 0.9547
3 3 3

K.KIRAN KUMAR 15
Problem: 20% of items produced from a factory are defective. Find the probability that in a sample of 5
chosen at random i) None is defective ii) One is defective iii) 𝑃(1 < 𝑋 < 4)

Solution: Here 𝑛 = 5.

20 1 1 4
Probability of defective items, 𝑝 = 100 = 5 Also, 𝑞 = 1 − 𝑝 = 1 − 5 = 5

Let 𝑃(𝑋 = 𝑟) denotes the probability of 𝑟 items are defective in a sample of 5.

i) None is defective:
5
Probability of 0 items are defective in a sample of 5 is 𝑃(𝑋 = 0) = ( ) 𝑝0 𝑞 5−0
0
4 5
= ( ) = 0.3277
5
5
5 5
= 1 − 𝑞 = 1 − ( ) = 0.5981
6

Problem: 6 dice are thrown 243 times. How many times do you expect at least 2 dice to show a 5 or 6?

Solution: Here 𝑛 = 6.

2 1 1 2
Probability of getting 5 or 6 when one die is thrown, 𝑝 = 6 = 3 Also, 𝑞 = 1 − 𝑝 = 1 − 3 = 3

Let 𝑃(𝑋 = 𝑟) denotes the probability to show 5 or 6 when 𝑟 dice are thrown.

∴ 𝑃(𝑋 ≥ 2) = 1 − 𝑃(𝑋 = 0) − 𝑃(𝑋 = 1)

6 6
= 1 − ( ) 𝑝 0 𝑞 6 − ( ) 𝑝1 𝑞 5
0 1

2 6 1 2 5
= 1 − ( ) −6( )( )
3 3 3
64 192 473
= 1 − 729 − 729 = 729

473 473
∴ Expected number of dice = 243x 729 = = 157.3 ≅ 158.
3

1
Problem: If the probability of success is , how many trials are necessary in order that the probability of
20
1
at least one success is just greater than ?
2
1
Solution: Given the probability of success is, 𝑝 = 20 = 0.05

⟹ 𝑞 = 1 − 𝑝 = 1 − 0.05 = 0.95

K.KIRAN KUMAR 16
 1 1
The probability of at least one success is just greater than denoted by 𝑃(𝑋 ≥ 1) > 2
2
1
⟹ 1 − 𝑃(𝑋 = 0) >
2

𝑛 1
⟹ 1 − ( ) 𝑝0 𝑞 𝑛 >
0 2
1
⟹ 1 − (0.95)𝑛 >
2

⟹ (0.95)𝑛 < 0.5

⟹ 𝑛 = 14

Problem: The mean and variance of a binomial variable X are 16 and 8. Find 𝑃(𝑋 ≥ 1) and 𝑃(𝑋 > 2).
Answer: 1 and 1
1
Problem: The probability that a pen manufactured company will be is 10. If 12 such pens are
manufactured, find the probability that i) Exactly two will be defective

ii) at least two will be defective iii) None will be defective

Answer: 0.2301, 0.3412 and 0.2833

Poisson Distribution:-
It is suitable for rare events for which the probability of occurrence 𝑝 is very small and the number of trials

𝑛 is very large where 𝑛𝑝 is finite.

A random variable 𝑋 has a Poisson distribution if it assumes only non-negative

𝑒 −𝜆 𝜆𝑟
for 𝑟 = 0,1,2, ⋯ ⋯ , 𝑛
𝑟!
values and its probability distribution is given by 𝑃(𝑋 = 𝑟) = 𝑝(𝑟) = {
0, otherwise

Note:- Here 𝜆 = 𝑛𝑝 and 𝜆 > 0.

For Poisson distribution;

Mean:- 𝜇 = 𝜆

Variance:- 𝜎 2 = 𝜆

Standard deviation:- 𝜎 = √𝜆

K.KIRAN KUMAR 17
Problem: If the probability that an individual suffers a bad reaction from a certain injection is 0.001.

Determine the probability that out of 2000 individuals ,

a) Exactly 3 b) more than 2 individuals c) none d) more than one individual

suffer a bad reaction.

Solution: The probability that an individual suffers a bad reaction from a certain injection is, 𝑝 = 0.001.

Here 𝑛 = 2000

We know that 𝜆 = 𝑛𝑝 = 2000(0.001) = 2.

𝑒 −2 23
a) Probability of exactly 3 suffer a bad reaction, 𝑝(3) = 3!

8 ⋅ 𝑒 −2 4
= = 2 = 0.1804
6 3𝑒

b) Probability of more than 2 individuals suffer a bad reaction, 𝑃(𝑋 > 2)

= 1 − 𝑃(𝑋 = 0) − 𝑃(𝑋 = 1) − 𝑃(𝑋 = 2)

𝑒 −2 20 𝑒 −2 21 𝑒 −2 22
=1− − −
0! 1! 2!
1 2 2 5
=1− 2
− 2 − 2 = 1 − 2 = 0.3233
𝑒 𝑒 𝑒 𝑒
𝑒 −2 20
c) Probability of none suffer a bad reaction, 𝑝(0) = 0!

1
= = 0.1353
𝑒2

d) Probability of more than 1 individuals suffer a bad reaction, 𝑃(𝑋 > 1) = 1 − 𝑃(𝑋 = 0) − 𝑃(𝑋 = 1)

𝑒 −2 20 𝑒 −2 21
=1− −
0! 1!
1 2 3
=1− − = 1 − = 0.5940
𝑒2 𝑒2 𝑒2

3
Problem: If a Poisson distribution is such that P( X  1)  P( X  3) .
2

Find a) 𝑃(𝑋 ≥ 1) b)P( 𝑋 ≤ 3) 𝑐) 𝑃(2 ≤ 𝑋 ≤ 5).

Solution: Given, 3 𝑃(𝑋 = 1) = 2 𝑃(𝑋 = 3)

K.KIRAN KUMAR 18
 𝑒 −𝜆 𝜆1 𝑒 −𝜆 𝜆3
⟹ 3⋅ = 2⋅
1! 3!

𝜆2
⟹3=
3

⟹ 𝜆2 = 9

⟹ 𝜆 = 3 (∵ 𝜆 > 0)

a) 𝑃(𝑋 ≥ 1) = 1 − 𝑃(𝑋 = 0)

𝑒 −3 30
=1−
0!
1
=1− = 0.9502
𝑒3

b) 𝑃(𝑋 ≤ 3) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3)

𝑒 −3 30 𝑒 −3 31 𝑒 −3 32 𝑒 −3 33
= + + +
0! 1! 2! 3!
1 3 9 9 26
= + + + = = 1.2945
𝑒 3 𝑒 3 2𝑒 3 2𝑒 3 𝑒 3

c) 𝑃(2 ≤ 𝑋 ≤ 5) = 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3) + 𝑃(𝑋 = 4) + 𝑃(𝑋 = 5)

𝑒 −3 32 𝑒 −3 33 𝑒 −3 34 𝑒 −3 35
= + + +
2! 3! 4! 5!
9 9 27 81 576
= 3
+ 3+ 3+ 3
= = 0.7169
2𝑒 2𝑒 8𝑒 40𝑒 40𝑒 3
1
Problem: If 𝑋 is a Poisson variate is such that 3 𝑃(𝑋 = 4) = 2 𝑃(𝑋 = 2) + 𝑃(𝑋 = 0).

Find a) mean of 𝑋 b) P( 𝑋 ≤ 2).

1
Solution: Given, 3 𝑃(𝑋 = 4) = 2 𝑃(𝑋 = 2) + 𝑃(𝑋 = 0).

𝑒 −𝜆 𝜆4 1 𝑒 −𝜆 𝜆2 𝑒 −𝜆 𝜆0
⟹ 3⋅ = ⋅ +
4! 2 2! 0!

𝜆4 𝜆2
⟹ = +1
8 4

⟹ 𝜆4 − 2𝜆2 − 8 = 0

⟹ (𝜆2 − 4)(𝜆2 + 2) = 0

K.KIRAN KUMAR 19
 ⟹ 𝜆 = 2 (∵ 𝜆 > 0)

a) For Poisson distribution, the mean of 𝑋 is 𝜆 = 2

b) 𝑃(𝑋 ≤ 2) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2)

𝑒 −2 20 𝑒 −2 21 𝑒 −2 22
= + +
0! 1! 2!
1 2 2 5
= 2
+ 2 + 2 = 2 = 0.6767
𝑒 𝑒 2𝑒 𝑒

Problem: A rent car firm has two cars which it hires from day to day. The number of demands for a car on
each day is distributed as a Poisson variate with mean 1.5. Calculate the proportion of days on which
a) neither car is used b) Some demand is refused.
Solution: Let X denote the number of cars which are hired out per day.

For Poisson distribution, the mean of 𝑋 is 𝜆 = 1.5

𝑒 −𝜆 𝜆0
a) Probability of neither car is used, 𝑃(𝑋 = 0) = 0!

𝑒 −1.5 (1.5)0 1
= = 1.5 = 0.2231
0! 𝑒

b) Probability of some demand is refused is the probability of demand is more than 2 cars per day,

𝑃(𝑋 > 2) = 1 − 𝑃(𝑋 ≤ 2)

= 1 − 𝑃(𝑋 = 0) − 𝑃(𝑋 = 1) − 𝑃(𝑋 = 2)

𝑒 −1.5 (1.5)0 𝑒 −1.5 (1.5)1 𝑒 −1.5 (1.5)2

=1− − −
0! 1! 2!
1 1.5 2.25
=1− 1.5
− 1.5 − 1.5
𝑒 𝑒 2𝑒

7.25
=1− = 0.1912
2𝑒 1.5

Problem: Average number of accidents on any day on a national highway is 1.6 Determine the probability
that the number of accidents are a) at least one b) at most one.

Solution: Given Average number of accidents on any day on a national highway is 𝜆 = 1.6

a) P(at least one) = 𝑃(𝑋 ≥ 1) = 1 − 𝑃(𝑋 = 0)

K.KIRAN KUMAR 20
 𝑒 −𝜆 𝜆0 𝑒 −1.6 (1.6)0 1
=1− = 1− = 1 − 1.6 = 0.7981
0! 0! 𝑒

b) P(at most one) = 𝑃(𝑋 ≤ 1) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1)

𝑒 −𝜆 𝜆0 𝑒 −𝜆 𝜆1
= +
0! 1!

𝑒 −1.6 (1.6)0 𝑒 −1.6 (1.6)1

= +
0! 1!
1 1.6
= 1.6
+ 1.6 = 0.5249
𝑒 𝑒

Problem: 2% of the items of a factory are defective. The items are packed in boxes. What is the
probability that there will be a) 2 defective items b) at least 3 defective items.

Solution: Here 𝑛 = 100, Probability of defective items, 𝑝 = 2% = 0.02

Mean number of defective items in the box is 𝜆 = 𝑛𝑝 = (100)(0.02) = 2

𝑒 −𝜆 𝜆2
a) P(2 defective items) = 𝑃(𝑋 = 2) = 2!

𝑒 −2 (2)2 2
= = 2 = 0.2707
2! 𝑒

b) P(at least 3 defective items) = 𝑃(𝑋 ≥ 3) = 1 − 𝑃(𝑋 = 0) − 𝑃(𝑋 = 1) − 𝑃(𝑋 = 2)

𝑒 −2 (2)0 𝑒 −2 (2)1 𝑒 −2 (2)2

=1− − −
0! 1! 2!
1 2 2
=1− 2
− 2− 2
𝑒 𝑒 𝑒
5
=1− = 0.3233
𝑒2

Problem: A person receives an average of 4 telephone calls a day. Assuming Poisson distribution, what is
the probability that on a given day he will receive
a) no telephone call b) exactly only call c) at least two telephone calls.

Problem: If X is a Poisson distribution is such that 2 𝑃(𝑋 = 1) = 3 𝑃(𝑋 = 2).

Find a) 𝑃(𝑋 = 0) b)P( 𝑋 = 3).

K.KIRAN KUMAR 21
Normal Distribution:-
A random variable X is said to have a nomal distribution, if its probabilility density function is given by

1 1 𝑥−𝜇 2
𝑒 −2( )
𝑓(𝑥) = 𝜎 ; −∞ < 𝑥 < ∞ , −∞ < 𝜇 < ∞ , 𝜎 > 0
𝜎 √2𝜋

where 𝜇 is mean and 𝜎 is the standard deviation of 𝑥.

Problem: If 𝑋 is a normal variate with mean 30 and standard deviation 5, Find

a) P(26≤ 𝑋 ≤ 40) b) P( 𝑋 ≥ 45).

Solution: Given, 𝜇 = 30, 𝜎 = 5.

𝑥−𝜇
In normal distribution, 𝑧 = 𝜎

𝑥−𝜇 26−30
a) When 𝑋 = 26, 𝑧 = = = −0.8
𝜎 5

𝑥−𝜇 40−30
When 𝑋 = 40, 𝑧 = = =2
𝜎 5

∴ P(26≤ 𝑋 ≤ 40) = P(-0.8≤z ≤ 2)

= 𝐴(−0.8) + 𝐴(2)

= 𝐴(0.8) + 𝐴(2)

= 0.2881 + 0.4772 = 0.7653

𝑥−𝜇 45−30
b) When 𝑋 = 45, 𝑧 = = =3
𝜎 5

∴ P( 𝑋 ≥ 45) = P(z ≥ 3)

= 0.5 − 𝐴(3)

= 0.5 − 0.4987

= 0.0013

Problem: If the weights of 300 students are normally distributed with mean 68 kgs and standard deviation
3 kgs, how many students have weight
a) greater than 72 kgs b) less than or equal to 64 kgs c) between 65 and 71 kgs.
Solution: Given, 𝜇 = 68, 𝜎 = 3.

𝑥−𝜇
In normal distribution, 𝑧 = 𝜎

K.KIRAN KUMAR 22
 𝑥−𝜇 72−68
a) When 𝑋 = 72, 𝑧 = = = 1.33
𝜎 3

∴ P( 𝑋 > 72) = P(z >1.33)

= 0.5 − 𝐴(1.33)

= 0.5 − 0.4082

= 0.0918

Number of students have weight greater than 72 kgs are 0.0918x300 = 27.54 ≅ 28

𝑥−𝜇 64−68
b) When 𝑋 = 64, 𝑧 = = = −1.33
𝜎 3

∴ P( 𝑋 ≤ 68) = P(z ≤-1.33)

= 0.5 − 𝐴(−1.33)

= 0.5 − 𝐴(1.33)

= 0.5 − 0.4082

= 0.0918

Number of students have weight less than or equal to 64 kgs are 0.0918 x 300 = 27.54 ≅ 28
𝑥−𝜇 65−68
c) When 𝑋 = 65, 𝑧 = = = −1
𝜎 3

𝑥−𝜇 71−68
When 𝑋 = 71, 𝑧 = = =1
𝜎 3

∴ P(65≤ 𝑋 ≤ 71) = P(-1≤z ≤ 1)

= 𝐴(−1) + 𝐴(1)

= 𝐴(1) + 𝐴(1)

= 0.3413 + 0.3413 = 0.6826

Number of students have weight between 65 and 71 kgs are 0.6826 x 300 = 204.78 ≅ 205

K.KIRAN KUMAR 23
Problem: In a normal distribution, 7% of the items are under 35 and 89% are under 63. Determine the
mean and variance of the distribution.

Solution: Given, P(𝑋 < 35) = 0.07 , 𝑃(𝑋 < 63) = 0.89.

Let 𝜇 and 𝜎 be the mean and standard deviation of the normal distribution.

7% of the items are under 35 means the area to the left of the ordinate 𝑥 = 35 as shown in the figure

given below.

𝑥−𝜇 35−𝜇
When 𝑥 = 35, let 𝑧1 = =
𝜎 𝜎
∴ P(0≤z≤z1 ) = 0.5 − 0.07 = 0.43

⟹ 𝑧1 is − ve and 𝑧1 = −1.48

35 − 𝜇
∴ −1.48 = ⟹ 𝜇 − 1.48 𝜎 = 35 ⟶ 1
𝜎
𝑥−𝜇 63−𝜇
Similarly, when 𝑥 = 63, let 𝑧2 = =
𝜎 𝜎

∴ P(0≤z≤z2 ) = 0.5 − 0.11 = 0.39

⟹ 𝑧2 is + ve and 𝑧2 = 1.23

63 − 𝜇
∴ 1.23 = ⟹ 𝜇 + 1.23 𝜎 = 63 ⟶ 2
𝜎

Solving 1 & 2 we get, 𝜇 = 50.3 , 𝜎 = 10.3

K.KIRAN KUMAR 24
Problem: In a normal distribution, 31% of the items are under 45 and 8% are over 64. Determine the
mean and variance of the distribution.

Solution: Given, P(𝑋 < 45) = 0.31 , 𝑃(𝑋 > 64) = 0.08.
⟹ 𝑃(𝑋 ≤ 64) = 1 − 𝑃(𝑋 > 64) = 0.92

Let 𝜇 and 𝜎 be the mean and standard deviation of the normal distribution.

𝑥−𝜇 45−𝜇 𝑥−𝜇 64−𝜇

When 𝑥 = 45, let 𝑧1 = = When 𝑥 = 64, let 𝑧2 = =
𝜎 𝜎 𝜎 𝜎

∴ P(0≤z≤z1 ) = 0.5 − 0.31 = 0.19 ∴ P(0≤z≤z2 ) = 0.5 − 0.08 = 0.42

⟹ 𝑧1 is − ve and 𝑧1 = −0.5 ⟹ 𝑧2 is + ve and 𝑧2 = 1.41

45−𝜇 64−𝜇
∴ −0.5 = ⟹ 𝜇 − 0.5 𝜎 = 45 ⟶ 1 ∴ 1.41 = ⟹ 𝜇 + 1.41 𝜎 = 64 ⟶ 2
𝜎 𝜎

Solving 1 & 2 we get, 𝜇 = 50 , 𝜎 = 10

K.KIRAN KUMAR 25